Initial commit of Ceres Solver.

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+// Ceres Solver - A fast non-linear least squares minimizer
+// Copyright 2010, 2011, 2012 Google Inc. All rights reserved.
+// http://code.google.com/p/ceres-solver/
+//
+// Redistribution and use in source and binary forms, with or without
+// modification, are permitted provided that the following conditions are met:
+//
+// * Redistributions of source code must retain the above copyright notice,
+//   this list of conditions and the following disclaimer.
+// * Redistributions in binary form must reproduce the above copyright notice,
+//   this list of conditions and the following disclaimer in the documentation
+//   and/or other materials provided with the distribution.
+// * Neither the name of Google Inc. nor the names of its contributors may be
+//   used to endorse or promote products derived from this software without
+//   specific prior written permission.
+//
+// THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+// AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+// IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
+// ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE
+// LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
+// CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
+// SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
+// INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
+// CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+// ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
+// POSSIBILITY OF SUCH DAMAGE.
+//
+// Author: keir@google.com (Keir Mierle)
+//
+// Create CostFunctions as needed by the least squares framework with jacobians
+// computed via numeric differentiation.
+//
+// To get a numerically differentiated cost function, define a subclass of
+// CostFunction such that the Evaluate() function ignores the jacobian
+// parameter. The numeric differentiation wrapper will fill in the jacobian
+// parameter if nececssary by repeatedly calling the Evaluate() function with
+// small changes to the appropriate parameters, and computing the slope. This
+// implementation is not templated (hence the "Runtime" prefix), which is a bit
+// slower than but is more convenient than the templated version in
+// numeric_diff_cost_function.h
+//
+// The numerically differentiated version of a cost function for a cost function
+// can be constructed as follows:
+//
+//   CostFunction* cost_function =
+//     CreateRuntimeNumericDiffCostFunction(new MyCostFunction(...),
+//                                          CENTRAL,
+//                                          TAKE_OWNERSHIP);
+//
+// The central difference method is considerably more accurate; consider using
+// to start and only after that works, trying forward difference.
+//
+// TODO(keir): Characterize accuracy; mention pitfalls; provide alternatives.
+
+#ifndef CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_
+#define CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_
+
+#include "ceres/cost_function.h"
+
+namespace ceres {
+namespace internal {
+
+enum RuntimeNumericDiffMethod {
+  CENTRAL,
+  FORWARD,
+};
+
+// Create a cost function that evaluates the derivative with finite differences.
+// The base cost_function's implementation of Evaluate() only needs to fill in
+// the "residuals" argument and not the "jacobians". Any data written to the
+// jacobians by the base cost_function is overwritten.
+//
+// Forward difference or central difference is selected with CENTRAL or FORWARD.
+// The relative eps, which determines the step size for forward and central
+// differencing, is set with relative eps. Caller owns the resulting cost
+// function, and the resulting cost function does not own the base cost
+// function.
+CostFunction *CreateRuntimeNumericDiffCostFunction(
+    const CostFunction *cost_function,
+    RuntimeNumericDiffMethod method,
+    double relative_eps);
+
+}  // namespace internal
+}  // namespace ceres
+
+#endif  // CERES_INTERNAL_RUNTIME_NUMERIC_DIFF_COST_FUNCTION_H_